-3.7%
PCOR vs WTW
+4.1%
-7.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.4% |
| 7D | +20.7% | +1.6% | +19.1% | +19.8% |
| 30D | +35.7% | +12.4% | +23.3% | +26.6% |
| 3M | +31.1% | -2.6% | +33.7% | +33.0% |
| 6M | +43.1% | +30.8% | +12.4% | +24.9% |
| YTD | +4.8% | +2.3% | +2.5% | -0.9% |
| 1Y | -3.7% | +4.9% | -8.5% | -9.2% |
| All | -3.7% | +4.1% | -7.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling